Related papers: Generalized Hybrid Monte-Carlo
Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is a variant of stochastic gradient with momentum where a controlled and properly scaled Gaussian noise is added to the stochastic gradients to steer the iterates towards a global minimum.…
In this paper we demonstrate that multi-modal Probability Distribution Functions (PDFs) may be efficiently sampled using an algorithm originally developed for numerical integrations by Monte-Carlo methods. This algorithm can be used to…
In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…
We apply a recent proposal to speed up the Hybrid-Monte-Carlo simulation of systems with dynamical fermions to two flavour QCD with clover-improvement. The basic idea of our proposal is to split the fermion matrix into two factors with a…
We describe a novel switching algorithm based on a ``reverse'' Monte Carlo method, in which the potential is stochastically modified before the system configuration is moved. This new algorithm facilitates a generalized formulation of…
We present a method for performing Hamiltonian Monte Carlo that largely eliminates sample rejection for typical hyperparameters. In situations that would normally lead to rejection, instead a longer trajectory is computed until a new state…
Characteristic functions of several popular classes of distributions and processes admit analytic continuation into unions of strips and open coni around $\mathbb{R}\subset \mathbb{C}$. The Fourier transform techniques reduces calculation…
We present a new method for conducting Monte Carlo inference in graphical models which combines explicit search with generalized importance sampling. The idea is to reduce the variance of importance sampling by searching for significant…
We combine a generic method for finding fast orthogonal transforms for a given quasi-Monte Carlo integration problem with the multilevel Monte Carlo method. It is shown by example that this combined method can vastly improve the efficiency…
Adjoint methods form a class of importance sampling methods that are used to accelerate Monte Carlo (MC) simulations of transport equations. Ideally, adjoint methods allow for zero-variance MC estimators provided that the solution to an…
The so-called phaseless quantum Monte-Carlo method currently offers one of the best performing theoretical framework to investigate interacting Fermi systems. It allows to extract an approximate ground-state wavefunction by averaging…
We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…
An efficient multigrid Monte-Carlo algorithm for calculating the ground state of the hydrogen atom using path integral is presented. The algorithm uses a unigrid approach. The action integral near r=0 is modified so that the correct values…
We present a Monte Carlo numerical investigation of the Hamiltonian Mean Field (HMF) model. We begin by discussing canonical Metropolis Monte Carlo calculations, in order to check the caloric curve of the HMF model and study finite size…
We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…
Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is an efficient method for sampling from continuous distributions. It is a faster alternative to HMC: instead of using the whole dataset at each iteration, SGHMC uses only a subsample.…
The uncertainty and robustness of Computable General Equilibrium models can be assessed by conducting a Systematic Sensitivity Analysis. Different methods have been used in the literature for SSA of CGE models such as Gaussian Quadrature…
Building on our previously introduced Multi-cell Monte Carlo (MC)^2 method for modeling phase coexistence, this paper provides important improvements for efficient determination of phase equilibria in solids. The (MC)^2 method uses multiple…
Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate…
A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least…